-5.3%
CNH vs HTZ
-93.2%
+87.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.0% | +3.6% | -3.4% |
| 7D | +4.5% | -27.5% | +32.1% | +8.3% |
| 30D | +7.6% | -21.9% | +29.5% | +10.3% |
| 3M | +17.0% | -29.2% | +46.2% | +20.6% |
| 6M | +12.9% | -75.2% | +88.1% | +29.1% |
| YTD | +34.3% | -70.8% | +105.1% | +48.6% |
| 1Y | +28.5% | -76.1% | +104.7% | +45.8% |
| 3Y | +31.9% | -82.5% | +114.4% | +44.0% |
| 5Y | -9.6% | -94.1% | +84.5% | +16.2% |
| All | -5.3% | -93.2% | +87.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling